| Numerical Methods in Finance 2005 Edition Contributor(s): Breton, Michèle (Editor), Ben-Ameur, Hatem (Editor) |
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ISBN: 0387251170 ISBN-13: 9780387251172 Publisher: Springer OUR PRICE: $104.49 Product Type: Hardcover - Other Formats Published: May 2005 Annotation: The use of mathematical models and numerical techniques in finance is a growing practice, and an increasing number of applied mathematicians are working on applications in finance and business. Numerical Methods in Finance presents some exciting developments arising from the combination of mathematics, numerical analysis, and finance. It covers a wide range of topics, from portfolio management and asset pricing, to performance, risk, debt and real option evaluation. It also presents applications of a variety of cutting edge approaches and techniques, including robust control, min-max optimisation, Bessel processes, stochastic viability, variational inequalities, and Monte-Carlo test techniques. Numerical Methods in Finance also presents surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection. |
| Additional Information |
| BISAC Categories: - Business & Economics | Economics - Theory - Business & Economics | Finance - General - Business & Economics | Public Finance |
| Dewey: 330 |
| LCCN: 000027535483 |
| Series: Gerad 25th Anniversary |
| Physical Information: 0.69" H x 6.14" W x 9.21" (1.25 lbs) 258 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: - The original and expert contribution to all research fields in GERAD's area of expertise; - The dissemination of research results in the best scientific outlets as well as in the society in general; - The training of graduate students and post doctoral researchers; - The contribution to the economic community by solving important problems and providing transferable tools. |